+683.8%
TEL vs CHRW
+324.7%
+359.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.9% |
| 7D | +3.0% | -1.4% | +4.4% | +3.6% |
| 30D | -3.9% | -3.5% | -0.5% | -2.6% |
| 3M | -5.1% | -19.4% | +14.3% | +2.7% |
| 6M | +0.6% | -21.4% | +22.0% | +9.2% |
| YTD | -7.3% | -7.1% | -0.2% | -8.3% |
| 1Y | +1.1% | +17.8% | -16.7% | -11.9% |
| 3Y | +63.7% | +78.8% | -15.1% | +10.4% |
| 5Y | +50.7% | +83.5% | -32.9% | -3.6% |
| 10Y | +290.2% | +160.2% | +129.9% | +93.9% |
| All | +683.8% | +324.7% | +359.2% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling